Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
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Publication:5740229
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Cites work
- A Knowledge-Gradient Policy for Sequential Information Collection
- A Survey of Some Model-Based Methods for Global Optimization
- An informational approach to the global optimization of expensive-to-evaluate functions
- Bayesian look ahead one-stage sampling allocations for selection of the best population
- Comparison with a standard via fully sequential procedures
- Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping
- Discrete Optimization via Simulation Using COMPASS
- Efficient global optimization of expensive black-box functions
- Enhancing stochastic kriging metamodels with gradient estimators
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- Integer-ordered simulation optimization using R-SPLINE: retrospective search with piecewise-linear interpolation and neighborhood enumeration
- Multiple comparisons with the best using common random numbers for steady-state simulations
- Nested partitions method for stochastic optimization
- Optimization for simulation: theory vs. practice
- Pseudorandom Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments
- Selecting a selection procedure
- Stochastic kriging for simulation metamodeling
- The correlated knowledge gradient for simulation optimization of continuous parameters using Gaussian process regression
- The effects of common random numbers on stochastic kriging metamodels
- The knowledge-gradient policy for correlated normal beliefs
- Using Common Random Numbers and Control Variates in Multiple-Comparison Procedures
- Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation
- Validation of Simulation Analysis Methods for the Schruben-Margolin Correlation-Induction Strategy
Cited in
(22)- Posterior-Based Stopping Rules for Bayesian Ranking-and-Selection Procedures
- Probabilistic nonconvex constrained optimization with fixed number of function evaluations
- Design optimization under uncertainties of a mesoscale implant in biological tissues using a probabilistic learning algorithm
- Entropy-based closure for probabilistic learning on manifolds
- Nonstationary bandits with habituation and recovery dynamics
- Sequential selection with unknown correlation structures
- Parallel Bayesian global optimization of expensive functions
- Efficient learning for clustering and optimizing context-dependent designs
- Knowledge-based modeling of simulation behavior for Bayesian optimization
- Continuous multi-task Bayesian optimisation with correlation
- Gaussian Markov random fields for discrete optimization via simulation: framework and algorithms
- Ranking and selection: a new sequential Bayesian procedure for use with common random numbers
- Technical note—Knowledge gradient for selection with covariates: Consistency and computation
- scientific article; zbMATH DE number 7370531 (Why is no real title available?)
- Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination
- The correlated knowledge gradient for simulation optimization of continuous parameters using Gaussian process regression
- Bayesian optimisation vs. input uncertainty reduction
- Projected Gaussian Markov improvement algorithm for high-dimensional discrete optimization via simulation
- Bayesian updating with two-step parallel Bayesian optimization and quadrature
- Bayesian Optimization Allowing for Common Random Numbers
- Faster Kriging: facing high-dimensional simulators
- Rapid Discrete Optimization via Simulation with Gaussian Markov Random Fields
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